+176.2%
SAP vs ATI
+1,051.1%
-874.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.4% |
| 7D | -0.3% | +3.2% | -3.4% | -0.7% |
| 30D | +2.6% | -9.0% | +11.6% | +4.0% |
| 3M | +16.3% | +15.1% | +1.2% | +12.9% |
| 6M | +6.4% | +38.1% | -31.7% | -0.2% |
| YTD | -11.4% | +80.7% | -92.1% | -20.8% |
| 1Y | -20.4% | +167.5% | -187.9% | -33.7% |
| 3Y | +56.5% | +366.0% | -309.5% | +15.6% |
| 5Y | +56.8% | +1,088.8% | -1,032.0% | -2.5% |
| 10Y | +176.2% | +1,055.0% | -878.8% | +63.7% |
| All | +176.2% | +1,051.1% | -874.9% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling